Anic Equity¶

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Total return since start: 0.711 %¶

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Equity now: -----------------------------> 52265.28 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45900.33 Kr¶

PnL: ---------------------------------------> -822.27 Kr¶

DD now: ---------------------------------> -1.61 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 10:59:57.265677'

Anic Portfolio¶

Today¶

Return: -0.52 %¶

This Week¶

Return: -1.51 %¶

Total portfolio value¶

Return including deposits: 71.103 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 2.270000 2233.000000 49.500000 2.270000 2183.500000
BHG Group 49 5.300000 671.790000 32.790000 5.130000 638.999984
Eastnine 6 0.000000 658.800000 1.800000 0.270000 657.000000
SCA A 4 -0.530000 599.200000 0.200000 0.030000 599.000000
Sedana Medical 135 0.000000 4320.000000 0.000000 0.000000 4320.000000
Nolato B 12 0.000000 645.600000 0.000000 0.000000 645.600000
NCC B 7 1.360000 653.800000 -0.200000 -0.030000 653.999997
NCC A 6 0.000000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 1.220000 581.000000 -1.000000 -0.170000 581.999999
Addtech B 3 0.170000 698.400000 -1.600000 -0.230000 699.999999
Latour B 2 0.310000 446.800000 -2.200000 -0.490000 449.000000
Addnode Group B 6 -0.320000 747.600000 -2.400000 -0.320000 750.000000
Investor B 3 -0.550000 651.900000 -3.600000 -0.550000 655.500000
Sampo Oyj SDB 1 1.210000 501.000000 -4.000000 -0.790000 505.000000
BONESUPPORT HOLDING 10 -0.570000 1218.000000 -6.000000 -0.490000 1224.000000
SynAct Pharma 9 -1.120000 638.100000 -6.900000 -1.070000 645.000003
Balco Group 39 1.700000 1868.100000 -6.900000 -0.370000 1874.999997
Indutrade 5 -0.110000 1311.500000 -8.500000 -0.640000 1320.000000
Embracer Group B 26 0.380000 652.600000 -9.400000 -1.420000 661.999988
Sdiptech B 3 -0.070000 809.400000 -12.600000 -1.530000 822.000000
Fortnox 10 -0.090000 654.400000 -13.600000 -2.040000 668.000000
Biotage 4 -2.980000 586.000000 -17.000000 -2.820000 603.000000
Humana 40 -0.970000 655.200000 -18.800000 -2.790000 674.000000
Creades A 7 -4.230000 586.600000 -24.400000 -3.990000 610.999998
Vitrolife 3 -0.830000 648.000000 -29.000000 -4.280000 677.000001
Lime Technologies 2 3.490000 564.000000 -29.000000 -4.890000 593.000000
Volati 5 0.560000 543.000000 -31.000000 -5.400000 574.000000
Xvivo Perfusion 3 -2.190000 805.500000 -39.500000 -4.670000 845.000001
Lundin Gold 7 -0.740000 933.800000 -40.200000 -4.130000 973.999999
Wästbygg Gruppen B 80 0.280000 2824.000000 -47.000000 -1.640000 2871.000000
Investor A 16 -0.640000 3481.600000 -63.400000 -1.790000 3545.000000
Ambea 68 -1.360000 2467.040000 -69.960000 -2.760000 2537.000032
New Wave B 20 0.050000 3816.000000 -100.000000 -2.550000 3916.000000
Gaming Innovation Group 161 -1.560000 4073.300000 -114.700000 -2.740000 4187.999942
Bactiguard Holding B 37 -8.480000 2756.500000 -203.500000 -6.880000 2960.000000
TOTAL 45900.330000 -822.270000 -1.60968% 46722.599938

Updated:¶

'2023-06-09 11:00:14.287116'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶